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Related papers: Multifractal Formalism from Large Deviations

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Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…

Metric Geometry · Mathematics 2014-09-30 Julien Barral

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

Belief function theory provides a flexible way to combine information provided by different sources. This combination is usually followed by a decision making which can be handled by a range of decision rules. Some rules help to choose the…

Artificial Intelligence · Computer Science 2015-01-29 Amira Essaid , Arnaud Martin , Grégory Smits , Boutheina Ben Yaghlane

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$ where $\sigma_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq…

Probability · Mathematics 2007-09-13 José Trashorras

Eigenstate multifractality is of significant interest with potential applications in various fields of quantum physics. Most of the previous studies concentrated on fine-tuned quantum models to realize multifractality which is generally…

Disordered Systems and Neural Networks · Physics 2025-07-03 Adway Kumar Das , Anandamohan Ghosh , Ivan M. Khaymovich

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

We prove an large deviation principle for multivalued sdes

Probability · Mathematics 2011-04-28 Jiagang Ren , Siyan Xu , Xicheng Zhang

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

A theory of a derivator version of six-functor-formalisms is developed, using an extension of the notion of fibered multiderivator due to the author. Using the language of (op)fibrations of 2-multicategories this has (like a usual fibered…

Category Theory · Mathematics 2021-06-08 Fritz Hörmann

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

It would be interesting to investigate the accuracy of the results obtained in the variational method, because it is important for studying hadron spectra. One can define some criteria to judge the accuracy, or the quality of the trial…

High Energy Physics - Phenomenology · Physics 2007-05-23 Yi-Bing Ding , Xue-Qian Li , Peng-Nian Shen

This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…

Probability · Mathematics 2021-06-21 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai

Logics closed under classes of substitutions broader than class of uniform substitutions are known as hyperformal logics. This paper extends known results about hyperformal logics in two ways. First: we examine a very powerful form of…

Logic · Mathematics 2026-04-28 Shay Allen Logan , Blane Worley

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

Probability · Mathematics 2023-08-10 Anatolii A. Puhalskii

We study variational regularization methods in a general framework, more precisely those methods that use a discrepancy and a regularization functional. While several sets of sufficient conditions are known to obtain a regularization…

Functional Analysis · Mathematics 2015-06-04 Dirk Lorenz , Nadja Worliczek

The suboptimal performance of wavelets with regard to the approximation of multivariate data gave rise to new representation systems, specifically designed for data with anisotropic features. Some prominent examples of these are given by…

Functional Analysis · Mathematics 2016-01-11 Axel Flinth , Martin Schäfer

The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.

Probability · Mathematics 2008-01-03 N. H. Bingham

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without…

Adaptation and Self-Organizing Systems · Physics 2023-12-12 Madhur Mangalam , Aaron D Likens , Damian G Kelty-Stephen

We introduce multifractal zeta-functions providing precise information of a very general class of multifractal spectra, including, for example, the multifractal spectra of self-conformal measures and the multifractal spectra of ergodic…

Dynamical Systems · Mathematics 2013-07-19 Vuksan Mijovic , Lars Olsen